Asymptotic optimality and asymptotic equipartiton properties of log- optimum investment

DOI10.1214/aop/1176991793zbMath0642.90016OpenAlexW2040759104MaRDI QIDQ1101323

Thomas M. Cover, Paul H. Algoet

Publication date: 1988

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991793

zbMATH Keywords

asymptotic growth ratelog-optimum investment policiesmaximum capital growth rate

Mathematics Subject Classification ID

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